+1,151.2%
APP vs USAR
-26.7%
+1,177.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -9.5% | +40.6% | +31.2% |
| 7D | +39.7% | -29.5% | +69.2% | +40.9% |
| 30D | +27.7% | -46.0% | +73.7% | +29.7% |
| 3M | -14.8% | -56.8% | +42.0% | -13.0% |
| 6M | -25.5% | -72.9% | +47.4% | -23.7% |
| YTD | -47.2% | -37.6% | -9.5% | -45.6% |
| 1Y | -42.3% | -56.0% | +13.7% | -40.6% |
| 3Y | +806.8% | -27.5% | +834.3% | +889.2% |
| All | +1,151.2% | -26.7% | +1,177.9% | +1,290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling